I don't think engraving of an Apple device can be done after purchase.
I believe device engraving can only be done by purchasing both the Apple mobile device from Apple's online Website store and getting the option of an engraved device in that manner.
No Apple Store location or reseller does engraving in the store and I am not sure if it can be sent back to Apple in CA to get engraved AFTER the device/s have been received.
You could just return everything, get you money back and repurchase everything online and get all your devices engraved that way.
Not sure if you absolutely need to purchase extended AppleCare+, though, to get the device engraving options, though.
Not sure what Apple's rules are to be eligible for the free online device engraving options.
Tap on this link and take a look at this Apple Website link on the free device engraving options and how it works to be able to receive free engraving of your Apple
FYI,
The first generation Apple Pencil, which your new 2019 iPad Air 3 uses, is NOT eligible for any engraving option.
Engraving and Gift Wrap - Apple
Best of Luck to You!